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Spread Option Pricing Using ADI Methods
29569 2594 Pages:353-369 -
ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35275 2885 Pages:303-320 -
Improved ADI Parallel Difference Method for Quanto Options Pricing Model
32428 2677 Pages:569-586 -
Convergence Analysis of ADI Orthogonal Spline Collocation Without Perturbation Terms
43447 2665 Pages:620-641
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